Cross polination

I have grown melons and cucumbers in the greenhouse and over the allotment. It seems I have cucumbers with a hint of melon flavour and  cucumber shaped melons.
I assume its reasonable to come to the conclusion as they are similar plants and in close proximity they have cross pollinated?

Generally speaking, cucumbers and melons don't cross with each other, but there is the odd rare exception (group F in the following linked article):

http://www.walterreeves.com/food-gardening/squashpumpkincucumberwatermelon-pollination-explanation/

Were your plants grown from seeds saved from previous years?